Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 95 | — |
| Standard deviation | 11.59 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 94 | — |
| Standard deviation | 11.97 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 12.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 97 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.82M | — |
| 3-year earnings growth | 15.70 | — |
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/mutual_funds/world/risk
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